Every number on this page is computed from an exhaustive, week-by-week backtest — not a highlight reel. We don't publish the entry/exit mechanics here; what you're seeing is the full, unfiltered statistical track record: returns, drawdowns, capital requirements, and how it holds up in-sample vs out-of-sample.
Net of brokerage (₹160/trade). 179 weekly expiries, Jan 2023 – Jun 2026. Capital base ₹4,40,000.
Same core structure. The hedged version pairs every short leg with a long OTM hedge on the same side, which mechanically drops the exchange margin requirement — at the cost of a smaller absolute risk cap but a much smaller capital base, so percentage swings look larger.
Note: the hedged structure's larger percentage figures (worst month, drawdown) are partly a mechanical effect of its smaller capital base — the same rupee loss is a bigger percentage of ₹1,80,000 than of ₹4,40,000. Compare the absolute worst-week rupee figures too, not just percentages.
Every single expiry, non-hedged structure. No weeks omitted.
| Expiry | Net P&L (₹) | Return on Capital | Trades |
|---|
We keep the exact rules private — strike selection logic, the intraday signal, and position-management rules are the product. What we do show is everything you'd want to see before trusting a track record.
Positions are opened and managed within the standard NSE weekly Nifty options expiry cycle — the same instruments and expiries every trader has access to.
The strategy is a systematic option-selling structure with a daily regime check that adjusts positioning based on live market-derived signals — no manual discretion during the week.
Available as a full-margin (non-hedged) structure or a defined-risk hedged structure with a materially lower margin requirement. Full comparison below.
This isn't a tip sheet. Buying this gets you the full working setup — the logic, the code, the data, and the receipts — so you can verify it, learn from it, and adapt it. Delivered as access to a private Google Drive folder, shared to your email, containing everything below.
The exact entry/exit rules, strike-selection logic, and the daily/intraday signal — written up clearly enough to follow by hand or automate.
The actual scripts used to produce every number on this page — not a simplified demo. Read it, audit it, rerun it, modify it.
The cleaned market data files behind the backtest, so you're not stuck sourcing and cleaning years of options data yourself before you can even start.
Every single trade across all 179 weeks — entry, exit, strike, P&L — in a spreadsheet you can independently check against the summary stats.
How to run it non-hedged (₹4.4L) or hedged (₹1.8L) — margin mechanics, position sizing, and what changes between the two.
Questions while you're setting up or reading the code go straight to us — not a ticket queue.
Backtest numbers are only as good as the process that checked them. Here's what was actually done, without revealing the strategy logic itself.
Message us on WhatsApp with any questions before you pay. See the "What You Get" section above for exactly what's included.
We are not a SEBI-registered Research Analyst or Investment Adviser. This is a sale of a rules-based strategy methodology, shared strictly for experimentation and educational purposes — a starting point for you to test, enhance, and adapt as you see fit. It is not a recommendation to buy or sell any security, and the backtested results shown are not a promise of future performance. All trading decisions, and their consequences, are entirely your own. All payments are final and non-refundable — please ask any questions on WhatsApp before paying.
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